Notice that Dev-C++ is not a compiler, but an IDE (that is, a glorified source code editor). Your compiler is probably some variant of GCC (a free software compiler) like MINGW.
In standard C99 (or C11) or C++11, the entry point of your (command line) program is main.
You need to define such a function, and the runtime system (e.g. crt0 on Unix) will call it.
You should not call that main function. Its prefered signature should be
int main(int argc, char**argv);
You probably should run your program in some terminal emulator. Here are some properties of argc and argv (imposed by the C or C++ standards).
Any other entry point (e.g. WinMain) could be Windows specific and might require some specific compiler options.
You would compile a C program using gcc, and a C++ program using g++. I strongly recommend enabling all warnings & debug info by using -Wall -Wextra -g flags to that gcc or g++ compiler. You may want to use some build automation tool like GNU make.
For GUI programs in C++, I would recommend Qt (it is free software, and multi-platform).